Clifford Algebras continues to be a fast-growing discipline, with ever-increasing applications in many scientific fields. This volume contains the lectures given at the Fourth Conference on Clifford Algebras and their Applications in Mathematical Physics, held at RWTH Aachen in May 1996. The papers represent an excellent survey of the newest developments around Clifford Analysis and its applications to theoretical physics. Audience: This book should appeal to physicists and mathematicians working in areas involving functions of complex variables, associative rings and algebras, integral transforms, operational calculus, partial differential equations, and the mathematics of physics.

The present monograph consists of two parts. Before Part I, a chapter of introduction is supplemented, where an overview of the whole volume is given for reader's convenience. The former part is devoted mainly to expose linear inte gral operators introduced by the author. Several properties of the operators are established, and specializations as well as generalizations are attempted variously in order to make use them in the latter part. As compared with the former part, the latter part is de voted mainly to develop several kinds of distortions under actions of integral operators for various familiar function also absolute modulus. real part. range. length and area. an gular derivative, etc. Besides them, distortions on the class of univalent functions and its subclasses, Caratheodory class as well as distortions by a differential operator are dealt with. Related differential operators play also active roles. Many illustrative examples will be inserted in order to help understanding of the general statements. The basic materials in this monograph are taken from a series of researches performed by the author himself chiefly in the past two decades. While the themes of the papers pub lished hitherto are necessarily not arranged chronologically Preface viii and systematically, the author makes here an effort to ar range them as, orderly as possible. In attaching the import ance of the self-containedness to the book, some of unfamil iar subjects will also be inserted and, moreover, be wholly accompanied by their respective proofs, though unrelated they may be."

Nonstandard methods of analysis consist generally in comparative study of two interpretations of a mathematical claim or construction given as a formal symbolic expression by means of two different set-theoretic models: one, a "standard" model and the other, a "nonstandard" model. The second half of the twentieth century is a period of significant progress in these methods and their rapid development in a few directions. The first of the latter appears often under the name coined by its inventor, A. Robinson. This memorable but slightly presumptuous and defiant term, non standard analysis, often swaps places with the term Robinsonian or classical non standard analysis. The characteristic feature of Robinsonian analysis is a frequent usage of many controversial concepts appealing to the actual infinitely small and infinitely large quantities that have resided happily in natural sciences from ancient times but were strictly forbidden in modern mathematics for many decades. The present-day achievements revive the forgotten term infinitesimal analysis which reminds us expressively of the heroic bygones of Calculus. Infinitesimal analysis expands rapidly, bringing about radical reconsideration of the general conceptual system of mathematics. The principal reasons for this progress are twofold. Firstly, infinitesimal analysis provides us with a novel under standing for the method of indivisibles rooted deeply in the mathematical classics."

The first formulations of linear boundary value problems for analytic functions were due to Riemann (1857). In particular, such problems exhibit as boundary conditions relations among values of the unknown analytic functions which have to be evaluated at different points of the boundary. Singular integral equations with a shift are connected with such boundary value problems in a natural way. Subsequent to Riemann's work, D. Hilbert (1905), C. Haseman (1907) and T. Carleman (1932) also considered problems of this type. About 50 years ago, Soviet mathematicians began a systematic study of these topics. The first works were carried out in Tbilisi by D. Kveselava (1946-1948). Afterwards, this theory developed further in Tbilisi as well as in other Soviet scientific centers (Rostov on Don, Ka zan, Minsk, Odessa, Kishinev, Dushanbe, Novosibirsk, Baku and others). Beginning in the 1960s, some works on this subject appeared systematically in other countries, e. g., China, Poland, Germany, Vietnam and Korea. In the last decade the geography of investigations on singular integral operators with shift expanded significantly to include such countries as the USA, Portugal and Mexico. It is no longer easy to enumerate the names of the all mathematicians who made contributions to this theory. Beginning in 1957, the author also took part in these developments. Up to the present, more than 600 publications on these topics have appeared."

Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-structure. This self-contained work begins with five introductory chapters on stochastic analysis, making it accessible to readers with little or no prior knowledge of stochastic processes or stochastic analysis. These chapters cover the essentials of Ito's theory of stochastic integration, integration with respect to semimartingales, Girsanov's Theorem, and a brief introduction to stochastic differential equations. Subsequent chapters treat more specialized topics, including option pricing in discrete time, continuous time trading, arbitrage, complete markets, European options (Black and Scholes Theory), American options, Russian options, discrete approximations, and asset pricing with stochastic volatility. In several chapters, new results are presented. A unique feature of the book is its emphasis on arbitrage, in particular, the relationship between arbitrage and equivalent martingale measures (EMM), and the derivation of necessary and sufficient conditions for no arbitrage (NA). {\it Introduction to Option Pricing Theory} is intended for students and researchers in statistics, applied mathematics, business, or economics, who have a background in measure theory and have completed probability theory at the intermediate level. The work lends itself to self-study, as well as to a one-semester course at the graduate level.

Basic Real Analysis demonstrates the richness of real analysis, giving students an introduction both to mathematical rigor and to the deep theorems and counter examples that arise from such rigor. In this modern and systematic text, all the touchstone results and fundamentals are carefully presented in a style that requires little prior familiarity with proofs or mathematical language. With its many examples, exercises and broad view of analysis, this work is ideal for senior undergraduates and beginning graduate students, either in the classroom or for self-study.

Along with the general development of numerical methods in pure and applied to apply integral equations to geophysical modelling has sciences, the ability improved considerably within the last thirty years or so. This is due to the successful derivation of integral equations that are applicable to the modelling of complex structures, and efficient numerical algorithms for their solution. A significant stimulus for this development has been the advent of fast digital computers. The purpose of this book is to give an idea of the principles by which boundary-value problems describing geophysical models can be converted into integral equations. The end results are the integral formulas and integral equations that form the theoretical framework for practical applications. The details of mathematical analysis have been kept to a minimum. Numerical algorithms are discussed only in connection with some illustrative examples involving well-documented numerical modelling results. The reader is assu med to have a background in the fundamental field theories that form the basis for various geophysical methods, such as potential theory, electromagnetic theory, and elastic strain theory. A fairly extensive knowledge of mathematics, especially in vector and tensor calculus, is also assumed."

Exactly one hundred years ago, in 1895, G. de Vries, under the supervision of D. J. Korteweg, defended his thesis on what is now known as the Korteweg-de Vries Equation. They published a joint paper in 1895 in the Philosophical Magazine, entitled On the change of form of long waves advancing in a rectangular canal, and on a new type of long stationary wave', and, for the next 60 years or so, no other relevant work seemed to have been done. In the 1960s, however, research on this and related equations exploded. There are now some 3100 papers in mathematics and physics that contain a mention of the phrase Korteweg-de Vries equation' in their title or abstract, and there are thousands more in other areas, such as biology, chemistry, electronics, geology, oceanology, meteorology, etc. And, of course, the KdV equation is only one of what are now called (Liouville) completely integrable systems. The KdV and its relatives continually turn up in situations when one wishes to incorporate nonlinear and dispersive effects into wave-type phenomena. This centenary provides a unique occasion to survey as many different aspects of the KdV and related equations. The KdV equation has depth, subtlety, and a breadth of applications that make it a rarity deserving special attention and exposition.

The NATO Advanced Study Institute "Microlocal Analysis and Spectral The ory" was held in Tuscany (Italy) at Castelvecchio Pascoli, in the district of Lucca, hosted by the international vacation center "11 Ciocco," from September 23 to October 3, 1996. The Institute recorded the considerable progress realized recently in the field of Microlocal Analysis. In a broad sense, Microlocal Analysis is the modern version of the classical Fourier technique in solving partial differential equa tions, where now the localization proceeding takes place with respect to the dual variables too. Precisely, through the tools of pseudo-differential operators, wave-front sets and Fourier integral operators, the general theory of the lin ear partial differential equations is now reaching a mature form, in the frame of Schwartz distributions or other generalized functions. At the same time, Microlocal Analysis has grown up into a definite and independent part of Math ematical Analysis, with other applications all around Mathematics and Physics, one major theme being Spectral Theory for Schrodinger equation in Quantum Mechanics."

Limit theorems for random sequences may conventionally be divided into two large parts, one of them dealing with convergence of distributions (weak limit theorems) and the other, with almost sure convergence, that is to say, with asymptotic prop erties of almost all sample paths of the sequences involved (strong limit theorems). Although either of these directions is closely related to another one, each of them has its own range of specific problems, as well as the own methodology for solving the underlying problems. This book is devoted to the second of the above mentioned lines, which means that we study asymptotic behaviour of almost all sample paths of linearly transformed sums of independent random variables, vectors, and elements taking values in topological vector spaces. In the classical works of P.Levy, A.Ya.Khintchine, A.N.Kolmogorov, P.Hartman, A.Wintner, W.Feller, Yu.V.Prokhorov, and M.Loeve, the theory of almost sure asymptotic behaviour of increasing scalar-normed sums of independent random vari ables was constructed. This theory not only provides conditions of the almost sure convergence of series of independent random variables, but also studies different ver sions of the strong law of large numbers and the law of the iterated logarithm. One should point out that, even in this traditional framework, there are still problems which remain open, while many definitive results have been obtained quite recently."

Infinite interval problems abound in nature and yet until now there has been no book dealing with such problems. The main reason for this seems to be that until the 1970's for the infinite interval problem all the theoretical results available required rather technical hypotheses and were applicable only to narrowly defined classes of problems. Thus scientists mainly offer~d and used special devices to construct the numerical solution assuming tacitly the existence of a solution. In recent years a mixture of classical analysis and modern fixed point theory has been employed to study the existence of solutions to infinite interval problems. This has resulted in widely applicable results. This monograph is a cumulation mainly of the authors' research over a period of more than ten years and offers easily verifiable existence criteria for differential, difference and integral equations over the infinite interval. An important feature of this monograph is that we illustrate almost all the results with examples. The plan of this monograph is as follows. In Chapter 1 we present the existence theory for second order boundary value problems on infinite intervals. We begin with several examples which model real world phenom ena. A brief history of the infinite interval problem is also included. We then present general existence results for several different types of boundary value problems. Here we note that for the infinite interval problem only two major approaches are available in the literature.

Integral equations have wide applications in various fields, including continuum mechanics, potential theory, geophysics, electricity and magnetism, kinetic theory of gases, hereditary phenomena in physics and biology, renewal theory, quantum mechanics, radiation, optimization, optimal control systems, communication theory, mathematical economics, population genetics, queueing theory, and medicine. Computational Methods for Linear Integral Equations presents basic theoretical material that deals with numerical analysis, convergence, error estimates, and accuracy. The unique computational aspect leads the reader from theoretical and practical problems all the way through to computation with hands-on guidance for input files and the execution of computer programs. Features: * Offers all supporting Mathematica(R) files related to the book via the Internet at the authors' Web sites: www.math.uno.edu/fac/pkythe.html or www.math.uno.edu/fac/ppuri.html * Contains identification codes for problems, related methods, and computer programs that are cross-referenced throughout the book to make the connections easy to understand * Illustrates a how-to approach to computational work in the development of algorithms, construction of input files, timing, and accuracy analysis * Covers linear integral equations of Fredholm and Volterra types of the first and second kinds as well as associated singular integral equations, integro-differential equations, and eigenvalue problems * Provides clear, step-by-step guidelines for solving difficult and complex computational problems This book is an essential reference and authoritative resource for all professionals, graduate students, and researchers in mathematics, physical sciences, and engineering.Researchers interested in the numerical solution of integral equations will find its practical problem-solving style both accessible and useful for their work.

The theory of Laplace transformation is an important part of the mathematical background required for engineers, physicists and mathematicians. Laplace transformation methods provide easy and effective techniques for solving many problems arising in various fields of science and engineering, especially for solving differential equations. What the Laplace transformation does in the field of differential equations, the z-transformation achieves for difference equations. The two theories are parallel and have many analogies. Laplace and z transformations are also referred to as operational calculus, but this notion is also used in a more restricted sense to denote the operational calculus of Mikusinski. This book does not use the operational calculus of Mikusinski, whose approach is based on abstract algebra and is not readily accessible to engineers and scientists. The symbolic computation capability of Mathematica can now be used in favor of the Laplace and z-transformations. The first version of the Mathematica Package LaplaceAndzTransforrns developed by the author appeared ten years ago. The Package computes not only Laplace and z-transforms but also includes many routines from various domains of applications. Upon loading the Package, about one hundred and fifty new commands are added to the built-in commands of Mathematica. The code is placed in front of the already built-in code of Laplace and z-transformations of Mathematica so that built-in functions not covered by the Package remain available. The Package substantially enhances the Laplace and z-transformation facilities of Mathematica. The book is mainly designed for readers working in the field of applications."

This book is an outgrowth of the sixth international conference on integral methods in science and engineering. The chapters focus on the solution of mathematical models from various physical domains, using integral methods in conjunction with approximation schemes. Integral Methods in Science and Engineering describes the construction and application of various analytic and numerical integration techniques. Problem solving in areas such as solid mechanics, fluid dynamics, thermoelasticity, plates and shells, liquid crystals, diffusion and diffraction theory, Hamiltonian systems, resonance, nonlinear waves, plasma, flight dynamics, and structural networks are presented in an accessible manner. The book offers a vehicle for the quick dissemination of new results in these domains, and will help create an ideal environment for investigative interdisciplinary study among a variety of research areas.Topics: * Offers an illustration by prominent researchers of efficient methods of solution with numerical results and rigorous analytic methods * Presents applications of integral methods to a wide variety of mathematical and physical problems * Provides new results in the study of various physical and mechanical models * A clear, concise focus on a class of methodologies rather than a specific field of study This book is a practical resource for a broad audience of professionals, researchers, and practitioners in applied mathematics, mechanical engineering, and theoretical physics, who are interested in current research in ordinary and partial differential equations, integral equations, numerical analysis, mechanics of solids, fluid mechanics, and mathematical physics. Graduate students will find this a helpful guide to the wide range of applications that integral methods have in science and engineering.

This book covers facts and methods for the reconstruction of a function in a real affine or projective space from data of integrals, particularly over lines, planes, and spheres. Recent results stress explicit analytic methods. Coverage includes the relations between algebraic integral geometry and partial differential equations. The first half of the book includes the ray, the spherical mean transforms in the plane or in 3-space, and inversion from incomplete data.

This book, written by our distinguished colleague and friend, Professor Han-Lin Chen of the Institute of Mathematics, Academia Sinica, Beijing, presents, for the first time in book form, his extensive work on complex harmonic splines with applications to wavelet analysis and the numerical solution of boundary integral equations. Professor Chen has worked in Ap proximation Theory and Computational Mathematics for over forty years. His scientific contributions are rich in variety and content. Through his publications and his many excellent Ph. D. students he has taken a leader ship role in the development of these fields within China. This new book is yet another important addition to Professor Chen's quality research in Computational Mathematics. In the last several decades, the theory of spline functions and their ap plications have greatly influenced numerous fields of applied mathematics, most notably, computational mathematics, wavelet analysis and geomet ric modeling. Many books and monographs have been published studying real variable spline functions with a focus on their algebraic, analytic and computational properties. In contrast, this book is the first to present the theory of complex harmonic spline functions and their relation to wavelet analysis with applications to the solution of partial differential equations and boundary integral equations of the second kind. The material presented in this book is unique and interesting. It provides a detailed summary of the important research results of the author and his group and as well as others in the field."

The theory of integral and integrodifferential equations has ad vanced rapidly over the last twenty years. Of course the question of existence is an age-old problem of major importance. This mono graph is a collection of some of the most advanced results to date in this field. The book is organized as follows. It is divided into twelve chap ters. Each chapter surveys a major area of research. Specifically, some of the areas considered are Fredholm and Volterra integral and integrodifferential equations, resonant and nonresonant problems, in tegral inclusions, stochastic equations and periodic problems. We note that the selected topics reflect the particular interests of the authors. Donal 0 'Regan Maria Meehan CHAPTER 1 INTRODUCTION AND PRELIMINARIES 1.1. Introduction The aim of this book is firstly to provide a comprehensive existence the ory for integral and integrodifferential equations, and secondly to present some specialised topics in integral equations which we hope will inspire fur ther research in the area. To this end, the first part of the book deals with existence principles and results for nonlinear, Fredholm and Volterra inte gral and integrodifferential equations on compact and half-open intervals, while selected topics (which reflect the particular interests of the authors) such as nonresonance and resonance problems, equations in Banach spaces, inclusions, and stochastic equations are presented in the latter part."

This is the first publication which follows an agreement by Kluwer Publishers with the Caribbean Mathematics Foundation (CMF), to publish the proceedings of its mathematical activities. To which one should add a disclaimer of sorts, namely that this volume is not the first in a series, because it is not first, and be cause neither party to the agreement construes these publications as elements of a series. Like the work of CMF, the arrangement between it and Kluwer Publishers, evolved gradually, empirically. CMF was created in 1988, and inaugurated with a conference on Ordered Algebraic Structures. Every year since there have been gatherings on a variety of mathematical topics: Locales and Topological Groups in 1989; Positive Operators in 1990; Finite Geometry and Abelian Groups in 1991; Semigroups of Operators last year. It should be stressed, however that in preparing for the first conference, there was no plan which might have augured what came after. One could say that one thing led to another, and one would be right enough.

The aim of this work is to present in a unified approach a series of results concerning totally convex functions on Banach spaces and their applications to building iterative algorithms for computing common fixed points of mea surable families of operators and optimization methods in infinite dimen sional settings. The notion of totally convex function was first studied by Butnariu, Censor and Reich [31] in the context of the space lRR because of its usefulness for establishing convergence of a Bregman projection method for finding common points of infinite families of closed convex sets. In this finite dimensional environment total convexity hardly differs from strict convexity. In fact, a function with closed domain in a finite dimensional Banach space is totally convex if and only if it is strictly convex. The relevancy of total convexity as a strengthened form of strict convexity becomes apparent when the Banach space on which the function is defined is infinite dimensional. In this case, total convexity is a property stronger than strict convexity but weaker than locally uniform convexity (see Section 1.3 below). The study of totally convex functions in infinite dimensional Banach spaces was started in [33] where it was shown that they are useful tools for extrapolating properties commonly known to belong to operators satisfying demanding contractivity requirements to classes of operators which are not even mildly nonexpansive.

This book considers signal processing and physical modeling meth ods for sound synthesis. Such methods are useful for example in mu sic synthesizers, computer sound cards, and computer games. Physical modeling synthesis has been commercialized for the first time about 10 years ago. Recently, it has been one of the most active research topics in musical acoustics and computer music. The authors of this book, Dr. Lutz Trautmann and Dr. Rudolf Rabenstein, are active researchers and inventors in the field of sound synthesis. Together they have developed a new synthesis technique, called the functional transformation method, which can be used for pro ducing musical sound in real time. Before this book, they have published over 20 papers on the topic in journals and conference proceedings. In this excellent textbook, the results are combined in a single volume. I believe that this will be considered an important step forward for the whole community.

'Et moi .... si favait su comment en revenir. One service mathematics bllS rendered the je n'y serais point aile.' human race. It hal put common sense back Jules Verne where it bdongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense', able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thOUght. A highly necessary tool in a world where both feedback and non Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series."

In topological measure theory, Radon measures are the most important objects. In the context of locally compact spaces, there are two equivalent canonical definitions. As a set function, a Radon measure is an inner compact regular Borel measure, finite on compact sets. As a functional, it is simply a positive linear form, defined on the vector lattice of continuous real-valued functions with compact support. During the last few decades, in particular because of the developments of modem probability theory and mathematical physics, attention has been focussed on measures on general topological spaces which are no longer locally compact, e.g. spaces of continuous functions or Schwartz distributions. For a Radon measure on an arbitrary Hausdorff space, essentially three equivalent definitions have been proposed: As a set function, it was defined by L. Schwartz as an inner compact regular Borel measure which is locally bounded. G. Choquet considered it as a strongly additive right continuous content on the lattice of compact subsets. Following P.A. Meyer, N. Bourbaki defined a Radon measure as a locally uniformly bounded family of compatible positive linear forms, each defined on the vector lattice of continuous functions on some compact subset.

The idea of devoting a complete book to this topic was born at one of the Workshops on Nonlinear and Turbulent Processes in Physics taking place reg ularly in Kiev. With the exception of E. D. Siggia and N. Ercolani, all authors of this volume were participants at the third of these workshops. All of them were acquainted with each other and with each other's work. Yet it seemed to be somewhat of a discovery that all of them were and are trying to understand the same problem - the problem of integrability of dynamical systems, primarily Hamiltonian ones with an infinite number of degrees of freedom. No doubt that they (or to be more exact, we) were led to this by the logical process of scientific evolution which often leads to independent, almost simultaneous discoveries. Integrable, or, more accurately, exactly solvable equations are essential to theoretical and mathematical physics. One could say that they constitute the "mathematical nucleus" of theoretical physics whose goal is to describe real clas sical or quantum systems. For example, the kinetic gas theory may be considered to be a theory of a system which is trivially integrable: the system of classical noninteracting particles. One of the main tasks of quantum electrodynamics is the development of a theory of an integrable perturbed quantum system, namely, noninteracting electromagnetic and electron-positron fields."

This thesis is devoted to the study of the basic equations of fluid dynamics. First Matthias Kohne focuses on the derivation of a class of boundary conditions, which is based on energy estimates, and, thus, leads to physically relevant conditions. The derived class thereby contains many prominent artificial boundary conditions, which have proved to be suitable for direct numerical simulations involving artificial boundaries. The second part is devoted to the development of a complete Lp-theory for the resulting initial boundary value problems in bounded smooth domains, i.e. the Navier-Stokes equations complemented by one of the derived energy preserving boundary conditions. Finally, the third part of this thesis focuses on the corresponding theory for bounded, non-smooth domains, where the boundary of the domain is allowed to contain a finite number of edges, provided the smooth components of the boundary that meet at such an edge are locally orthogonal.

This book constitutes the proceedings of the International Conference on Integrable Systems in memory of J.-L. Verdier. It was held on July 1-5, 1991 at the Centre International de Recherches Mathematiques (C.I.R.M.) at Luminy, near Marseille (France). This collection of articles, covering many aspects of the theory of integrable Hamiltonian systems, both finite- and infinite-dimensional, with an emphasis on the algebro-geometric meth- ods, is published here as a tribute to Verdier who had planned this confer- ence before his death in 1989 and whose active involvement with this topic brought integrable systems to the fore as a subject for active research in France. The death of Verdier and his wife on August 25, 1989, in a car accident near their country house, was a shock to all of us who were acquainted with them, and was very deeply felt in the mathematics community. We knew of no better way to honor Verdier's memory than to proceed with both the School on Integrable Systems at the C.I.M.P.A. (Centre International de Mathematiques Pures et Appliquees in Nice), and the Conference on the same theme that was to follow it, as he himself had planned them.